Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 10.444298 11.984063 13.640521 15.551159 17.690182 20.007005 22.702128
2025-11-02 8.130512 10.207543 12.615174 15.596462 19.171885 23.304098 28.422059
2025-11-09 6.977093 9.283709 12.088153 15.719117 20.262715 25.724949 32.748859
2025-11-16 6.007791 8.433219 11.513430 15.664945 21.060172 27.775015 36.696309
2025-11-23 5.234022 7.705049 10.966219 15.518527 21.630944 29.467087 40.170033
2025-11-30 4.692981 7.214874 10.661168 15.625589 22.487407 31.516601 44.150472
2025-12-07 4.350036 6.953894 10.624825 16.062320 23.771933 34.149905 48.977854
2025-12-14 3.868614 6.435294 10.169863 15.858688 24.131977 35.521888 52.133597
2025-12-21 3.330144 5.770766 9.438297 15.185681 23.759952 35.831822 53.800422
2025-12-28 3.133867 5.617018 9.448517 15.593076 24.950685 38.364685 58.658341
2026-01-04 2.927369 5.424015 9.377421 15.861343 25.934180 40.625122 63.198663
2026-01-11 2.659829 5.101728 9.073642 15.740078 26.309252 41.997269 66.484832
2026-01-18 2.403731 4.778544 8.749558 15.573622 26.618423 43.305707 69.767636
2026-01-25 2.208185 4.542560 8.549813 15.591204 27.210516 45.058431 73.778635
2026-02-01 2.053663 4.364006 8.429502 15.723887 27.979717 47.095992 78.275978
2026-02-08 1.883545 4.138311 8.207875 15.666087 28.427604 48.641578 82.061367
2026-02-15 1.717664 3.902899 7.948465 15.520950 28.713812 49.930430 85.476761
2026-02-22 1.603304 3.757438 7.839207 15.627559 29.419548 51.904448 90.026625
2026-03-01 1.541924 3.713748 7.914094 16.064511 30.704052 54.854852 96.224782
2026-03-08 1.405853 3.499149 7.647927 15.860793 30.862461 55.958219 99.469180
2026-03-15 1.229495 3.177683 7.148089 15.187729 30.153345 55.582935 100.270778
2026-03-22 1.185859 3.146155 7.218979 15.595165 31.390012 58.515332 106.620475
2026-03-29 1.130544 3.082175 7.218765 15.863466 32.382251 61.060794 112.396416